Waterfall Asset Management, LLC Q4 2025 Filing

Filed February 13, 2026

Portfolio Value

$185.8B

Holdings

17

Report Date

Q4 2025

Filing Type

13F-HR

All Holdings (17 positions)

#StockSharesValue% PortfolioType
1
PMT 8.5 06/01/29PENNYMAC CORP
79,074,000$79.7B42.87%
2
CPTCAMDEN PPTY TR
107,000$11.8B6.35%
3
AVBAVALONBAY CMNTYS INC
63,800$11.7B6.27%
4
APLEAPPLE HOSPITALITY REIT INC
882,127$10.5B5.65%
5
RWT 7.75 06/15/27REDWOOD TRUST INC
8,743,000$8.7B4.71%
6
RCREADY CAPITAL CORP
3,908,983$8.5B4.56%
7
NSANATIONAL STORAGE AFFILIATES
297,700$8.4B4.53%
8
AATAMERICAN ASSETS TR INC
406,033$7.7B4.14%
9
RITMRITHM CAPITAL CORP
700,425$7.7B4.13%
10
ARIAPOLLO COML REAL EST FIN INC
569,000$5.6B2.99%
11
BRSPBRIGHTSPIRE CAPITAL INC
822,810$4.7B2.50%
12
PKPARK HOTELS & RESORTS INC
367,684$3.9B2.09%
13
DYT1DYNEX CAP INC
277,300$3.9B2.09%
14
LINELINEAGE INC
105,000$3.7B1.99%
15
GNLGLOBAL NET LEASE INC
422,227$3.6B1.95%
16
MRPMILLROSE PPTYS INC
105,062$3.1B1.69%
17
FVRFRONTVIEW REIT INC
184,197$2.8B1.48%